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"The Valuation of American Options for a Class of Diffusion Processes."

Jérôme Detemple, Weidong Tian (2002)

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DOI: 10.1287/MNSC.48.7.917.2815

access: closed

type: Journal Article

metadata version: 2020-06-30

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Jérôme Detemple, Weidong Tian:
The Valuation of American Options for a Class of Diffusion Processes. Manag. Sci. 48(7): 917-937 (2002)

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